NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Anomalies Abroad: Beyond Data Mining

Xiaomeng Lu, Robert F. Stambaugh, Yu Yuan

NBER Working Paper No. 23809
Issued in September 2017

---- Acknowledgements ----

We are grateful to Danting Chang, Zhe Geng, and Mengke Zhang for excellent research assistance. Yuan gratefully acknowledges financial support from the NSF of China (71522012). The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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